The issue with Alglib is that it is not available in a way that can easily be imported in the repository: the user needs to download it and install it. Due to license restrictions I am not sure we can just import it and build it as part of the project.
There a bunch of other well-maintained libraries providing L-BFGS minimization; here are a few:
The issue with Alglib is that it is not available in a way that can easily be imported in the repository: the user needs to download it and install it. Due to license restrictions I am not sure we can just import it and build it as part of the project.
There a bunch of other well-maintained libraries providing L-BFGS minimization; here are a few:
So the plan is:
That will require to define a list of tests.